financials

Financials (financials v0.1.0)

A financial modeling library for elixir. Contains functions that can be used as building blocks for complex financial modeling.

Usage

Requests return a 2-tuple with the standard :ok or :error status.

# Successful response
{:ok, result} = Financials.debt_to_equity(100_000, 1_000_000)

# Unsuccessful response due to argument type
{:error, "Arguments must be numerical"} = Financials.net_income(100_000, "1_000_000")

# Unsuccessful response due to argument value
{:error, "total_equity can't be zero (Divide by zero error)"} = Financials.net_income(100_000, 0)

Functions

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Functions

accumulated_depreciation_to_fixed_assets(accumulated_depreciation, total_fixed_assets)

Accumulated Depreciation to Fixed Assets Calculation

asset_coverage(total_assets, intangible_assets, current_liabilities, short_term_debt, total_debt)

Asset Coverage Ratio Calculation

asset_turnover(net_sales, average_total_sales)

Asset Turnover Ratio Calculation

average_inventory_period(days, inventory_turnover)

Average Inventory Period Calculation

average_payment_period(average_accounts_payable, total_credit_purchases, days)

Average Payment Period Calculation

break_even_analysis(fixed_costs, sales_price_per_unit, variable_cost_per_unit)

Break Even Analysis Calculation

cagr(beginning_investment_value, ending_investment_value, years)

Compound Annual Growth Rate Calculation

capitalization_ratio(total_debt, shareholders_equity)

Capitalization Ratio Calculation

cash_conversion_cycle(days_inventory_outstanding, days_sales_outstanding, days_payables_outstanding)

Cash Conversion Cycle Calculation

cash_flow_coverage(operating_cash_flows, total_debt)

Cash Flow Coverage Ratio Calculation

cash_ratio(cash, cash_equivalents, total_current_liabilities)

Cash Ratio Calculation

cogs(beginning_inventory, purchases, ending_inventory)

Cost of Goods Sold Calculation

contribution_margin(net_sales, variable_costs)

Contribution Margin Calculation

current_ratio(current_assets, current_liabilities)

Current Ratio Calculation

debt_ratio(total_liabilities, total_assets)

Debt Ratio Calculation

debt_to_asset(total_debt, total_assets)

Debt to Asset Ratio Calculation

debt_to_capital(total_debt, shareholders_equity)

Debt ot Capital Ratio Calculation

debt_to_equity(total_liabilities, total_equity)

Debt to Equity Ratio Calculation

dir(defensive_assets, daily_operational_expenses)

Defensive Interval Ratio Calculation

dividend_payout(net_dividends, net_income)

Dividend Payout Calculation

dividend_yield(cash_dividends_per_share, market_value_per_share)

Dividend Yield Calculation

dpo(accounts_payable, cost_of_sales, days)

Days Payable Outstanding Calculation

dscr(operating_income, total_debt_service_costs)

Debt Service Coverage Ratio

dsi(ending_inventory, cogs)

Days Sales in Inventory Calculation

dso(accounts_receivable, net_credit_sales)

Days Sales Outstanding Calculation

dti(total_monthly_debt_payments, gross_monthly_income)

Debt to Income Ratio Calculation

du_pont_analysis(profit_margin, total_asset_turnover, financial_leverage)

DuPont Analysis Calculation

earnings(net_income, preferred_dividends)

Net Earnings Calculation

ebit(revenue, cogs, operating_expenses)

EBIT -- Earnings Before Interest and Taxes Calculation

ebita(revenue, cogs, operating_expenses, amortization)

EBITA -- Earnings Before Interest, Taxes, and Amortization Calculation

ebitda(net_income, interest_expense, taxes, depreciation, amortization)

EBITDA -- Earnings Before Interest, Taxes, Depreciation and Amortization Calculation

eps_basic(earnings, shares_outstanding)

Basic Earnings Per Share Calculation

eps_book_value(total_equity, preferred_equity, shares_outstanding)

Book Value Earnings Per Share Calculation

eps_cash(operating_cash_flow, shares_outstanding)

Cash Earnings Per Share Calculation

eps_diluted(earnings, shares_outstanding, diluted_shares)

Diluted Earnings Per Share Calculation

eps_pro_forma(acquirers_net_income, targets_net_income, incremental_adjustments, shares_outstanding, diluted_shares)

Pro Forma Earnings Per Share Calculation

eps_retained(retained_earnings, shares_outstanding)

Retained Earnings Per Share Calculation

equity_multiplier(total_assets, total_stockholders_equity)

Equity Multiplier Calculation

equity_ratio(total_equity, total_assets)

Equity Ratio Calculation

ev(market_capitalization, debt, current_cash)

Enterprise Value Calculation

expense_ratio(operating_expenses, average_value_of_fund_assets)

Expense Ratio Calculation

fcf(operating_cash_flow, capital_expenditures)

Free Cash Flow Calculation

fixed_asset_turnover_ratio(net_sales, fixed_assets, accumulated_depreciation)

Fixed Asset Turnover Ratio

fixed_charge_coverage_ratio(ebit, fixed_charges_before_taxes, interest)

Fixed Charge Coverage Ratio

goodwill_to_assets(goodwill, assets)

Goodwill to Assets Calculation

gross_margin_ratio(gross_margin, net_sales)

Gross Margin Ratio Calculation

gross_profit(total_sales, cogs)

Gross Profit Calculation

interest_coverage_ratio(ebit, interest_expense)

Interest Coverage Ratio Calculation

inventory_turnover_ratio(cogs, average_inventory)

Inventory Turnover Ratio

long_term_debt_to_total_asset_ratio(long_term_debt, total_assets)

Long Term Debt to Total Asset Ratio Calculation

ltv(mortgage_amount, appraised_value_of_property)

Loan to Value Ratio Calculation

margin_of_revenue(change_in_total_revenues, change_in_quantity_sold)

Margin of Revenue Calculation

margin_of_safety(actual_sales, break_even_point)

Margin of Safety Calculation

margin_of_safety_ratio(actual_sales, break_even_point)

Margin of Safety Ratio Calculation

net_income(total_revenues, total_expenses)

Net Income Calculation

ocf(operating_income, depreciation, taxes, change_in_working_capital)

Operating Cash Flow Calculation

pe_ratio(price, earnings_per_share)

Price to Earnings Ratio Calculation

peg_ratio(price_to_earnings, earnings_growth)

Price to Earnings to Growth Ratio Calculation

receivable_turnover_ratio(net_credit_sales, average_accounts_receivable)

Receivable Turnover Ratio Calculation

retained_earnings(beginning_period_retained_earnings, net_income, cash_dividends, stock_dividends)

Retained Earnings Calculation

ror(net_income, sales_revenue)

Return on Revenue Calculation

ros(operating_profit, net_sales)

Return on Sales Calculation

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accumulated_depreciation_to_fixed_assets(accumulated_depreciation, total_fixed_assets)

Accumulated Depreciation to Fixed Assets Calculation

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asset_coverage(total_assets, intangible_assets, current_liabilities, short_term_debt, total_debt)

Asset Coverage Ratio Calculation

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asset_turnover(net_sales, average_total_sales)

Asset Turnover Ratio Calculation

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average_inventory_period(days, inventory_turnover)

Average Inventory Period Calculation

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average_payment_period(average_accounts_payable, total_credit_purchases, days)

Average Payment Period Calculation

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break_even_analysis(fixed_costs, sales_price_per_unit, variable_cost_per_unit)

Break Even Analysis Calculation

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cagr(beginning_investment_value, ending_investment_value, years)

Compound Annual Growth Rate Calculation

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capitalization_ratio(total_debt, shareholders_equity)

Capitalization Ratio Calculation

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cash_conversion_cycle(days_inventory_outstanding, days_sales_outstanding, days_payables_outstanding)

Cash Conversion Cycle Calculation

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cash_flow_coverage(operating_cash_flows, total_debt)

Cash Flow Coverage Ratio Calculation

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cash_ratio(cash, cash_equivalents, total_current_liabilities)

Cash Ratio Calculation

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cogs(beginning_inventory, purchases, ending_inventory)

Cost of Goods Sold Calculation

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contribution_margin(net_sales, variable_costs)

Contribution Margin Calculation

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current_ratio(current_assets, current_liabilities)

Current Ratio Calculation

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debt_ratio(total_liabilities, total_assets)

Debt Ratio Calculation

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debt_to_asset(total_debt, total_assets)

Debt to Asset Ratio Calculation

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debt_to_capital(total_debt, shareholders_equity)

Debt ot Capital Ratio Calculation

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debt_to_equity(total_liabilities, total_equity)

Debt to Equity Ratio Calculation

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dir(defensive_assets, daily_operational_expenses)

Defensive Interval Ratio Calculation

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dividend_payout(net_dividends, net_income)

Dividend Payout Calculation

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dividend_yield(cash_dividends_per_share, market_value_per_share)

Dividend Yield Calculation

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dpo(accounts_payable, cost_of_sales, days)

Days Payable Outstanding Calculation

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dscr(operating_income, total_debt_service_costs)

Debt Service Coverage Ratio

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dsi(ending_inventory, cogs)

Days Sales in Inventory Calculation

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dso(accounts_receivable, net_credit_sales)

Days Sales Outstanding Calculation

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dti(total_monthly_debt_payments, gross_monthly_income)

Debt to Income Ratio Calculation

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du_pont_analysis(profit_margin, total_asset_turnover, financial_leverage)

DuPont Analysis Calculation

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earnings(net_income, preferred_dividends)

Net Earnings Calculation

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ebit(revenue, cogs, operating_expenses)

EBIT -- Earnings Before Interest and Taxes Calculation

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ebita(revenue, cogs, operating_expenses, amortization)

EBITA -- Earnings Before Interest, Taxes, and Amortization Calculation

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ebitda(net_income, interest_expense, taxes, depreciation, amortization)

EBITDA -- Earnings Before Interest, Taxes, Depreciation and Amortization Calculation

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eps_basic(earnings, shares_outstanding)

Basic Earnings Per Share Calculation

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eps_book_value(total_equity, preferred_equity, shares_outstanding)

Book Value Earnings Per Share Calculation

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eps_cash(operating_cash_flow, shares_outstanding)

Cash Earnings Per Share Calculation

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eps_diluted(earnings, shares_outstanding, diluted_shares)

Diluted Earnings Per Share Calculation

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eps_pro_forma(acquirers_net_income, targets_net_income, incremental_adjustments, shares_outstanding, diluted_shares)

Pro Forma Earnings Per Share Calculation

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eps_retained(retained_earnings, shares_outstanding)

Retained Earnings Per Share Calculation

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equity_multiplier(total_assets, total_stockholders_equity)

Equity Multiplier Calculation

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equity_ratio(total_equity, total_assets)

Equity Ratio Calculation

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ev(market_capitalization, debt, current_cash)

Enterprise Value Calculation

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expense_ratio(operating_expenses, average_value_of_fund_assets)

Expense Ratio Calculation

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fcf(operating_cash_flow, capital_expenditures)

Free Cash Flow Calculation

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fixed_asset_turnover_ratio(net_sales, fixed_assets, accumulated_depreciation)

Fixed Asset Turnover Ratio

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fixed_charge_coverage_ratio(ebit, fixed_charges_before_taxes, interest)

Fixed Charge Coverage Ratio

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goodwill_to_assets(goodwill, assets)

Goodwill to Assets Calculation

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gross_margin_ratio(gross_margin, net_sales)

Gross Margin Ratio Calculation

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gross_profit(total_sales, cogs)

Gross Profit Calculation

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interest_coverage_ratio(ebit, interest_expense)

Interest Coverage Ratio Calculation

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inventory_turnover_ratio(cogs, average_inventory)

Inventory Turnover Ratio

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long_term_debt_to_total_asset_ratio(long_term_debt, total_assets)

Long Term Debt to Total Asset Ratio Calculation

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ltv(mortgage_amount, appraised_value_of_property)

Loan to Value Ratio Calculation

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margin_of_revenue(change_in_total_revenues, change_in_quantity_sold)

Margin of Revenue Calculation

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margin_of_safety(actual_sales, break_even_point)

Margin of Safety Calculation

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margin_of_safety_ratio(actual_sales, break_even_point)

Margin of Safety Ratio Calculation

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net_income(total_revenues, total_expenses)

Net Income Calculation

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ocf(operating_income, depreciation, taxes, change_in_working_capital)

Operating Cash Flow Calculation

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pe_ratio(price, earnings_per_share)

Price to Earnings Ratio Calculation

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peg_ratio(price_to_earnings, earnings_growth)

Price to Earnings to Growth Ratio Calculation

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receivable_turnover_ratio(net_credit_sales, average_accounts_receivable)

Receivable Turnover Ratio Calculation

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retained_earnings(beginning_period_retained_earnings, net_income, cash_dividends, stock_dividends)

Retained Earnings Calculation

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ror(net_income, sales_revenue)

Return on Revenue Calculation

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ros(operating_profit, net_sales)

Return on Sales Calculation